+63.1%
DVN vs IWD
+202.0%
-138.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +2.1% |
| 7D | -0.1% | -1.2% | +1.1% | +1.7% |
| 30D | +8.0% | -1.6% | +9.6% | +10.6% |
| 3M | +11.9% | +7.0% | +4.9% | -0.9% |
| 6M | +10.6% | +17.0% | -6.3% | -16.6% |
| YTD | +35.4% | +21.6% | +13.7% | -4.6% |
| 1Y | +46.5% | +28.0% | +18.5% | -5.5% |
| 3Y | +3.0% | +70.6% | -67.6% | -58.9% |
| 5Y | +120.5% | +73.3% | +47.2% | -13.3% |
| All | +63.1% | +202.0% | -138.9% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling